forecastxgb-r-package
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ellisp
An R package for time series models and forecasts with xgboost compatible with {forecast} S3 classes
I am very interested in using this package to do some forecasting. Is this package still actively maintained?
I tried running `xgbar` on a small time series - ``` y Error in `[.default`(origy, -(1:(maxlag))) : only 0's may be mixed with negative subscripts In addition: Warning message: In...
I have installed forecastxgb from GitHub, but forecast.xgbar() is unavailable even when the package is loaded into the workspace. The version of R being used is 3.5.0. Reproducible example: `install_github("ellisp/forecastxgb-r-package/pkg")...
Hi. I'd like know if is possible change the training period in function xgbar.
Hi, I wonder to know how could I feed new data y to predict? Seem that the forecast function only use xgb model to predict next h ?
Hi, is there a way to set different maxlags for xregs and for Y? For instance, I want xregs to have a maxlag of 3 and Y to have a...
The choice of maxlag is the most obvious way to improve overall performance. I see two ways ahead: a. do some comprehensive testing of different values and work out a...
Can we also pass the params list to the `xgbar` function? I think this is a good functionality to include. I would also like to see custom objective functions included...
